I haven't played Oblivion, but I have played Morrowind. As "open" as Morrowind was, the main quest/storyline was linear to the core. To point having to start from A and going to B to C to D, etc. Removing a point by killing a certain NPC screwed the main quest. I think this is where the Eldar Scrolls could take a lesson from the Ultima Series, which is both open-ended and has a non-linear story structure.